jackmack
334 posts
msg #112789
- Ignore jackmack |
4/16/2013 8:45:30 AM
frsrblch
Can you shoot me an e-mail - sentipeed21@gmail.com
Use key word GREEN in subject so I can filter it out.
I have a request on your spreadsheet skills and don't want to clog up this thread.
Thanks
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jackmack
334 posts
msg #112837
- Ignore jackmack |
4/18/2013 4:12:07 PM
Thank you frsrblch
Mahkoh would you mind please explaining how you get the spreadsheet to update live throughout the day with Yahoo?
Sounds awesome but I have no idea how one would do something like that.
Thank you in advance
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Kevin_in_GA
4,599 posts
msg #112844
- Ignore Kevin_in_GA |
4/18/2013 8:04:08 PM
You don't need to have anything updated intraday - this system uses EOD data and instructs the user to enter market orders at the open of the next day's trading.
It is not designed nor optimized for intraday trading. It hasn't missed a single trade in more than five months. No need to tinker with it.
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Rock Sexton
111 posts
msg #112848
- Ignore Rock Sexton |
4/18/2013 11:41:07 PM
Sorry to be a nuisance, but I'm still lost as to what the results mean when I run the filter.
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mahkoh
1,065 posts
msg #112861
- Ignore mahkoh |
4/19/2013 1:40:19 PM
Jackmack,
The spreadsheet gives the results as of the last quotes upon loading, similar like the stockfetcher filter but with less delay. If you wanted to refresh this would be easiest done by closing and reopening the sheet.
There are several ways to pull data from yahoo finance. http://technology.bauzas.com/content-providers/how-to-obtain-stock-quotes-from-yahoo-finance-you-can-query-them-via-excel-too/
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jackmack
334 posts
msg #112912
- Ignore jackmack |
4/23/2013 8:21:41 AM
Kevin
Quick question for you - since the SPY has trading data back to 1993 had you run the Stratasearch filter back to sometime in the mid to late 1990's to see if these divergences were present even back then?
And if so how did they do?
Just curious
Thank you
Cheers
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jackmack
334 posts
msg #112913
- Ignore jackmack |
4/23/2013 8:22:41 AM
mahkoh
Thank you for your assistance
Got it - amazing
Cheers
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Kevin_in_GA
4,599 posts
msg #112943
- Ignore Kevin_in_GA |
4/25/2013 11:20:29 AM
Exit signal triggered today (at least as of this moment, this could change by EOD).
Based on the current number of open positions (9 units, all of which are profitable), one would reduce SPY holdings by selling 8 units at the open tomorrow.
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jackmack
334 posts
msg #112999
- Ignore jackmack |
4/26/2013 9:59:25 PM
frsrblch
If I wanted to run the spreadsheet starting back in say 1995 and filling it through 2000 - would I need to leave the first 25 days on the original spreadsheet then copy and paste the data from 1995 filling it in through 2000 starting on the 25th day of the current spreadsheet and in doing so so that there was no break in the formulations - then delete those first 25 days of data since they would be out of sequence.
Would that work for back testing or is there a loss in the formulas?
Reason for asking is I want to manually test the spreadsheet method and see what the results are from 1995 through now doing it in approximate 5 year increments to allow fitting to the spreadsheet maximum limitations.
Thank you in advance
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Kevin_in_GA
4,599 posts
msg #113000
- Ignore Kevin_in_GA |
4/26/2013 10:19:13 PM
Jack - these divergences were based on the period 2007-2012. They are not necessarily valid or as profitable during the times you are looking at. This system was designed to be periodically updated and adjusted, roughly once a month or so based on a rolling 5 year window. I would suggest applying a walk-forward analysis rather than simply cutting and pasting the current divergence signals into previous timeframes.
Any system that does not periodically re-optimize is likely to produce lower returns going forward. So far this system has been in play about 7-8 months and is still killing it, so no tweaking has been needed (every trade since Dec of last year has been a winner - I'm not going to adjust anything that is already doing as good as it possibly can).
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